+95.6%
LLY vs PNC
+133.3%
-37.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -3.1% | +2.3% | -5.4% | -3.4% |
| 30D | -5.1% | -3.8% | -1.3% | -4.6% |
| 3M | -2.1% | +7.8% | -9.9% | -3.2% |
| 6M | +13.8% | +19.7% | -5.9% | +10.9% |
| YTD | +5.1% | +19.1% | -14.0% | +1.9% |
| 1Y | +53.1% | +23.1% | +30.0% | +47.5% |
| 3Y | +95.6% | +132.1% | -36.5% | +75.4% |
| All | +95.6% | +133.3% | -37.7% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling